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Re: cltest and xtcltest: testing for the presence of clustering
From
John Antonakis <[email protected]>
To
[email protected]
Subject
Re: cltest and xtcltest: testing for the presence of clustering
Date
Sat, 13 Jun 2009 23:25:22 +0200
Thanks Martin; however, this is actually clttest, which is for clustered
t-tests.
Apparently, there is a user-written command in development that tests
for the presence of clustering (for SEs). See:
http://repec.org/usug2007/crse.pdf
(see page 23)
Best,
J.
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
On 13.06.2009 23:20, Martin Weiss wrote:
<>
At least -findit cltest- throws up a hit...
HTH
Martin _______________________
----- Original Message ----- From: "John Antonakis"
<[email protected]>
To: <[email protected]>
Sent: Saturday, June 13, 2009 10:56 PM
Subject: cltest and xtcltest: testing for the presence of clustering
Hi:
Does anyone know of the status of cltest and xtcltest?
A presentation by Austin Nichols and Mark Schaffer "Clustered Errors
in Stata" mentioned that these would be available from SSC soon.
Thanks,
John.
--
____________________________________________________
Prof. John Antonakis
Associate Dean Faculty of Business and Economics
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
Faculty page:
http://www.hec.unil.ch/people/jantonakis&cl=en
Personal page:
http://www.hec.unil.ch/jantonakis
____________________________________________________
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